+3,300.0%
XOM vs APH
+129,097.8%
-125,797.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.2% | -8.9% | -2.1% |
| 7D | -8.3% | +1.1% | -9.4% | -8.6% |
| 30D | -2.5% | -7.5% | +5.0% | -1.5% |
| 3M | +8.3% | -4.4% | +12.8% | +8.5% |
| 6M | +15.5% | +26.5% | -11.0% | +9.0% |
| YTD | +39.6% | +20.0% | +19.6% | +31.4% |
| 1Y | +44.6% | +16.9% | +27.7% | +36.5% |
| 3Y | +76.6% | +288.5% | -211.9% | +30.0% |
| 5Y | +195.8% | +310.3% | -114.5% | +113.9% |
| 10Y | +191.6% | +951.3% | -759.7% | +79.6% |
| All | +3,300.0% | +129,097.8% | -125,797.8% | +1,491.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded APH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling